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Adjusted Plus-Minus Update
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Kevin Pelton
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PostPosted: Tue Feb 17, 2009 5:46 pm    Post subject: Reply with quote

My subjective perspective is that we're probably spending a lot of time arguing about something that is largely noise, along the lines of what Neil suggests.

Steve, could you calculate the statistical significance of the difference between Paul's defensive ratings? I don't believe you've posted error terms broken out by offense and defense for him those two seasons, plus my grasp of formal statistics is such that I would probably screw up that calculation myself with two variable distributions.
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Westy



Joined: 15 Nov 2007
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Location: Chicago, IL

PostPosted: Tue Feb 17, 2009 6:55 pm    Post subject: Reply with quote

Quote:
haralabob wrote:
"No I'd say that there isn't. The numbers I gave were for 07-08. His defensive numbers for 07-08 were above average for the PG position, his numbers for this year are also above average for the PG position."

I have to admit, this is a strange case. My eyes tell me he hasn't really done anything differently, either. I wonder, could this have simply been the "perfect storm" of small sample sizes, multicollinearity, and the Hornets' substitution patterns playing tricks on the adjusted +/- method?


I guess I don't buy the 'perfect storm' proposition. If this is the APM method being 'tricked', we need to know how and why. If we can't know when to trust it, we can't trust it.

If Paul hasn't changed but yet APM says he has, this would also indicate further modification/tweaking is necessary.
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mtamada



Joined: 28 Jan 2005
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PostPosted: Tue Feb 17, 2009 10:49 pm    Post subject: Reply with quote

Westy wrote:
If Paul hasn't changed but yet APM says he has, this would also indicate further modification/tweaking is necessary.


Not necessarily. It could simply mean that (as DanR has said from the beginning) that APM has a large standard error; it is a theoretically good measure but it is not reliable, at least not when based on a single season's data. To paraphrase the closing line from the movie Chinatown: "It's statistics Jake". In small samples, all sorts of weird stuff can occur -- and WILL occur, guaranteed. It's in statistics' nature (now I'm reminded of the quote from "The Crying Game" but that's enough moive quotes.)
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Mountain



Joined: 13 Mar 2007
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PostPosted: Wed Feb 18, 2009 4:38 am    Post subject: Reply with quote

Using 82 games data. the opponent eFG% with Paul on the court improved this season compared to last season by 2 percentage points but the comparison of the offs showed 3 times the change to the negative. Team defensive rebounding with Paul on the court actually fell 1% but team defensive rebounding % without Paul showed 5 times the change to the negative. Year to year opponent free throw attempts with Paul are up by 5 per 48. without just 1. Turnovers are unchanged for with or without Paul. Paul is slightly better this season than last on counterpart data but given most of these factor results I have trouble seeing where he improved on help or team defense net or that much. As Bob asked before, is the off data having too much impact?

Chandler's sharp fall - from injuries- from =1 to -9 but also Peja's fall from +13 to +6 and West's fall from +6 to 0 coincide with Paul's rise from =1 to +17. Playing with these same 3 teammates heavy minutes Paul has improved so much that he takes 85% of their collective credit losses? I've wondered before if adjusted overly polarizes and in this case I continue to wonder.

Whatever value adjusted has, actual value derived from a player is heavily affected by the lineups he is used in. Players are not the same player all the time, they are different depending on what opportunities / competition and support or lack of necessary support (different players different types of support needed, to different degrees and different impacts) they have in those lineups. I think somebody or several somebody's (including Mark Cuban) said that a strong adjusted is a sign of a player succeeding in a role / in the lineups he was used in. I agree with that and would add that the polarizing that seems to occur on teams may make the very best role achievers shine too brightly and the rest suffer some as a consequence. So given that and errors unless you are -4 I wouldn't be that critical.

Looking at Paul's five most used lineups, good for almost half his total minutes, I only find about 35 total minutes where Daniels played with the exact other 4. Not much for direct comparison of similar contexts. Paul's 6th biggest minute lineup was -7 per 46, in 34 minutes of use without Paul and +14 with. This and the overall raw Paul on/off do square with adjusted. So maybe it is on target. Hard to say. Would Daniels be better with these foursomes if he got more than scant minutes run with them? Probably. How much better? Would have to see it to know.


Last edited by Mountain on Wed Feb 18, 2009 2:53 pm; edited 1 time in total
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Ilardi



Joined: 15 May 2008
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PostPosted: Wed Feb 18, 2009 10:12 am    Post subject: Reply with quote

So, Chris Paul's defensive adjusted plus-minus (APM) has improved substantially from 07-08 to 08-09 (partial season), a finding that's somewhat counter-intuitive, and we're left pondering the interpretive possibilities:

Maybe it's just the noisiness of the APM measure? (suggested by Kevin Pelton and others) Although the noise level in Paul's APM ratings is considerably higher than that of most other players in the league with comparable minutes (reflecting a relative lack of variability in Hornets' lineups), this cannot be the whole story. Paul's defensive APM estimate last season was -4.54 with a standard error of 1.52, so we can say with 95% confidence that his true rating last year was no better than -1.5 (since standard errors are roughly normally distributed). Conversely, his defensive APM this year (through Feb 3) is 6.76 with an se of 1.57, so we can say with 95% confidence that his true rating this year is no lower than roughly +3.5. So, despite the noise, his defensive APM rating this year is markedly improved, at a high level of statistical significance.

So maybe it's an inherent flaw in the APM metric itself? Maybe, but let's review again the evidence in favor of an alternative hypothesis - that the metric is valid, and Paul is actually having a more favorable impact on defense this year:

1) During Paul's on-court minutes, the Hornets' defensive efficiency has improved from 107.6 last season to 106.1 (pts per 100 poss) this season. That improvement has occurred despite a clear deterioration in the play (and minutes) of Tyson Chandler, who was widely regarded as the anchor of the team's defense last season.

2) The team's improvement in defensive efficiency with Paul on the court this season has also occurred despite a dramatic downturn in the team's defensive performance with Paul off the court. Last year, the team was better defensively when Paul was off-court (101.4) than when he was on (107.6); this year, the situation is reversed: they're much worse defensively when he's off-court (111.8 ) than when he's on (106.1). That's a swing of over 10 point per 100 possessions in Paul's teammates' off-court performance. And remember, most of these off-court teammates also share a high percentage of their minutes with Paul on-court. (We'll come back to this point in a moment).

3) Paul's opposing PG eFG% has dropped sharply from 51.8% last year to 46.7% this year (again, without the benefit of Chandler playing in top form). Improvements are also seen this year in opposing PG turnovers, assists, iFG%, and PER.

Now, it is certainly true, as Mountain and others have suggested, the APM estimates rely on the assumption that player effects on offense and defense remain reasonably constant across various lineup permutations. (This assumption is not strictly necessary, however, since the APM model can also test various player-by-player interaction effects, i.e., the possibility that the impact of Player A varies according to the presence/absence of Player B; however, no one to my knowledge has ever systematically tested such player-by-player interaction effects - a tedious, though highly worthy, task for another day).

Anyway, let's consider this key assumption of "constancy of player impact", since I believe our interpretation of Paul's defensive APM improvement hinges on it. As we've seen, Paul's teammates are much worse defensively this year when Paul is off-court, while the team was actually better without Paul defensively last year. This could either reflect the fact that: (a) Paul's teammates greatly improve on defense whenever they play alongside Paul this year, whereas (for some mysterious set of reasons) they did the exact opposite last year, and got much worse on defense whenever they played alongside Paul; or (b) Paul's teammates have exerted a reasonably constant defensive effect regardless of Paul's on-court or off-court presence, but Paul has stepped up his impact on defense since last season while his teammates in aggregate (especially Chandler) have gotten worse.

I happen to find the latter alternative the more parsimonious (and thus the more compelling), but I accept that tastes can certainly differ on this point. Perhaps no clear resolution will occur until I go back and test all the 2-way, 3-way, 4-way, and 5-way player interaction effects in an attempt to untangle the mystery in more systematic fashion. (Such an analysis will tell us for certain the extent to which Paul's teammates actually played better without him on d last year but better with him this year.) Since I've got lots on my plate for the next couple weeks, however, it may take until Spring Break before I'm able to carve out ample time to take this on. Stay tuned . . .
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schtevie



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PostPosted: Wed Feb 18, 2009 12:34 pm    Post subject: Reply with quote

Steve, there is one particular story of player interaction, raised early on in this string, that seems to me the most compelling to investigate. And this has to do with the interaction of Chris Paul playing alongside other small guards. In 2007-08, in almost 40% of his minutes, he was running with Pargo and Jackson. (And these same guys were his teammates in '06-'07.) Chris Paul is rated by one year Def. Adj+/- as being a liability compared to these two. Perhaps it was the case that Paul, being the notionally better defender, was guarding the 2, and taking one for the team. 82games counterpart data says he didn't do even a second of that, but that can't be right.

This year, according to your data, Paul has played but 9 seconds with a guard smaller than 6' 4". This might be an important part of the turnaround.

Would a precise way to address this issue be to divide CP into two players: Small Paul and Large Paul, where the former would be his minutes running with small 2s and the latter when he was not at the same risk of being abused by taller opponents?
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gabefarkas



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PostPosted: Wed Feb 18, 2009 12:45 pm    Post subject: Reply with quote

Ilardi wrote:
gabefarkas wrote:
In that case, it seems the issue with Chris Paul is even more exaggerated, as he went from one extreme to the other, no?


No question: he's an outlier. It'll be interesting to see to what extent his high rating this season holds up through 82 games & playoffs.

I see. So you suspect it's likely that it may drop back down (towards 0) as more data is accumulated?
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Ilardi



Joined: 15 May 2008
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Location: Lawrence, KS

PostPosted: Wed Feb 18, 2009 12:46 pm    Post subject: Reply with quote

schtevie wrote:
Steve, there is one particular story of player interaction, raised early on in this string, that seems to me the most compelling to investigate. And this has to do with the interaction of Chris Paul playing alongside other small guards. In 2007-08, in almost 40% of his minutes, he was running with Pargo and Jackson. (And these same guys were his teammates in '06-'07.) Chris Paul is rated by one year Def. Adj+/- as being a liability compared to these two. Perhaps it was the case that Paul, being the notionally better defender, was guarding the 2, and taking one for the team. 82games counterpart data says he didn't do even a second of that, but that can't be right.

This year, according to your data, Paul has played but 9 seconds with a guard smaller than 6' 4". This might be an important part of the turnaround.

Would a precise way to address this issue be to divide CP into two players: Small Paul and Large Paul, where the former would be his minutes running with small 2s and the latter when he was not at the same risk of being abused by taller opponents?


Thanks, Schtevie. Yes, I think the potential interaction effect you've raised is a promising hypothesis (originally raised by Mountain, I think), and certainly worth testing, though I think rather than creating 2 separate CP variables, I'd be more inclined to directly test CP*Pargo and CP*Jackson interaction effects.

Such interactions (i.e., the hypothesized deleterious impact of CP3 on defense when playing in tandem with other short-ish 1s) may indeed explain a lot; on the other hand, they may not. But it's ultimately an empirical question, and - fortunately - one that can be addressed with actual data.

Please note, however, that even if this interaction effect is found to account for much of CP3's improvement on defensive APM this year, it would not fundamentally call into question the validity of the APM approach to player evaluation. Rather, it would highlight the need to utilize the APM model to test for player-by-player interaction effects to facilitate interpretation of the "main effects" that have been reported thus far.
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Ilardi



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PostPosted: Wed Feb 18, 2009 1:02 pm    Post subject: Reply with quote

gabefarkas wrote:
Ilardi wrote:
gabefarkas wrote:
In that case, it seems the issue with Chris Paul is even more exaggerated, as he went from one extreme to the other, no?


No question: he's an outlier. It'll be interesting to see to what extent his high rating this season holds up through 82 games & playoffs.

I see. So you suspect it's likely that it may drop back down (towards 0) as more data is accumulated?


I'd bet on some regression to the mean, yes.
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Kevin Pelton
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PostPosted: Wed Feb 18, 2009 2:29 pm    Post subject: Reply with quote

Ilardi wrote:
Paul's defensive APM estimate last season was -4.54 with a standard error of 1.52, so we can say with 95% confidence that his true rating last year was no better than -1.5 (since standard errors are roughly normally distributed). Conversely, his defensive APM this year (through Feb 3) is 6.76 with an se of 1.57, so we can say with 95% confidence that his true rating this year is no lower than roughly +3.5. So, despite the noise, his defensive APM rating this year is markedly improved, at a high level of statistical significance.

So the error terms you reported in the original post in this thread are strictly for defense? Do standard errors for offense/defense tend to be smaller than the overall errors?
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Mountain



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PostPosted: Wed Feb 18, 2009 2:58 pm    Post subject: Reply with quote

Lineup permutation and player interaction effects would be valuable new research tracks. Look forward to what you do / find / share Steve.
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Ilardi



Joined: 15 May 2008
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PostPosted: Wed Feb 18, 2009 3:03 pm    Post subject: Reply with quote

Kevin Pelton wrote:
Ilardi wrote:
Paul's defensive APM estimate last season was -4.54 with a standard error of 1.52, so we can say with 95% confidence that his true rating last year was no better than -1.5 (since standard errors are roughly normally distributed). Conversely, his defensive APM this year (through Feb 3) is 6.76 with an se of 1.57, so we can say with 95% confidence that his true rating this year is no lower than roughly +3.5. So, despite the noise, his defensive APM rating this year is markedly improved, at a high level of statistical significance.

So the error terms you reported in the original post in this thread are strictly for defense? Do standard errors for offense/defense tend to be smaller than the overall errors?


They were standard errors that applied both to offensive and defensive APM estimates. (The two component errors always turn out to be virtually identical for any given player, with a correlation above r=.99, presumably because a player's lineup companions on offense and defense are almost exactly the same).

The standard errors for overall (net offense + defense) APM are a little trickier, as there are two completely different ways they can be obtained (one with low error and one that's higher). If we start with a model that derives offensive and defensive ratings directly (with their associated errors), then we can calculate the overall APM error using the variance sum of squares law; it will be moderately (~40%) higher than the individual component (offense/defense) errors.

Alternatively, we can go back and run an APM model to predict the overall APM ratings directly (rather than predicting the offensive/defensive components), in which case the overall APM ratings will have a smaller standard error, roughly on par with that of the individual offensive/defensive components (from the other model in which they were derived directly).

Does that make sense? If so, what you'll find is that the error term I reported earlier in the thread can (in principle) be used as a close approximation of the standard error for the offensive, defensive, and overall APM estimates, respectively (keeping in mind that the error would apply to overall APM rating when estimated directly, rather than derived as the sum of offensive + defensive APM - fortunately, in practice, these two different estimates of overall APM tend to be very close to each other.)


Last edited by Ilardi on Wed Feb 18, 2009 3:13 pm; edited 1 time in total
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Ilardi



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PostPosted: Wed Feb 18, 2009 3:12 pm    Post subject: Reply with quote

Mountain wrote:
Lineup permutation and player interaction effects would be valuable new research tracks. Look forward to what you do / find / share Steve.


Thanks, me too!
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Ilardi



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PostPosted: Wed Feb 18, 2009 3:17 pm    Post subject: Reply with quote

schtevie wrote:
Steve, there is one particular story of player interaction, raised early on in this string, that seems to me the most compelling to investigate. And this has to do with the interaction of Chris Paul playing alongside other small guards. In 2007-08, in almost 40% of his minutes, he was running with Pargo and Jackson. (And these same guys were his teammates in '06-'07.) Chris Paul is rated by one year Def. Adj+/- as being a liability compared to these two. Perhaps it was the case that Paul, being the notionally better defender, was guarding the 2, and taking one for the team. 82games counterpart data says he didn't do even a second of that, but that can't be right.

This year, according to your data, Paul has played but 9 seconds with a guard smaller than 6' 4". This might be an important part of the turnaround.

Would a precise way to address this issue be to divide CP into two players: Small Paul and Large Paul, where the former would be his minutes running with small 2s and the latter when he was not at the same risk of being abused by taller opponents?


P.S. Those aren't "my data". I think you're referring to Roland Beech's data on 82games. (I've published a few times on Roland's site, but that's my only affiliation.)
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bastillon



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PostPosted: Wed Feb 18, 2009 3:41 pm    Post subject: Reply with quote

Quote:
(The two component errors always turn out to be virtually identical for any given player, with a correlation above r=.99, presumably because a player's lineup companions on offense and defense are almost exactly the same).


what about one-sided players like Nash(great offensively, liability defensively) or Ben Wallace(the opposite) ?

if it's about companions, D and O should be completely separated because players' skills on both sides of the court can be completely different.
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